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dsyt01.f 5.9 kB

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  1. *> \brief \b DSYT01
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE DSYT01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDAFAC, LDC, N
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * INTEGER IPIV( * )
  21. * DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  22. * $ RWORK( * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> DSYT01 reconstructs a symmetric indefinite matrix A from its
  32. *> block L*D*L' or U*D*U' factorization and computes the residual
  33. *> norm( C - A ) / ( N * norm(A) * EPS ),
  34. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] UPLO
  41. *> \verbatim
  42. *> UPLO is CHARACTER*1
  43. *> Specifies whether the upper or lower triangular part of the
  44. *> symmetric matrix A is stored:
  45. *> = 'U': Upper triangular
  46. *> = 'L': Lower triangular
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of rows and columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] A
  56. *> \verbatim
  57. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  58. *> The original symmetric matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDA
  62. *> \verbatim
  63. *> LDA is INTEGER
  64. *> The leading dimension of the array A. LDA >= max(1,N)
  65. *> \endverbatim
  66. *>
  67. *> \param[in] AFAC
  68. *> \verbatim
  69. *> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
  70. *> The factored form of the matrix A. AFAC contains the block
  71. *> diagonal matrix D and the multipliers used to obtain the
  72. *> factor L or U from the block L*D*L' or U*D*U' factorization
  73. *> as computed by DSYTRF.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDAFAC
  77. *> \verbatim
  78. *> LDAFAC is INTEGER
  79. *> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] IPIV
  83. *> \verbatim
  84. *> IPIV is INTEGER array, dimension (N)
  85. *> The pivot indices from DSYTRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] C
  89. *> \verbatim
  90. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDC
  94. *> \verbatim
  95. *> LDC is INTEGER
  96. *> The leading dimension of the array C. LDC >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] RWORK
  100. *> \verbatim
  101. *> RWORK is DOUBLE PRECISION array, dimension (N)
  102. *> \endverbatim
  103. *>
  104. *> \param[out] RESID
  105. *> \verbatim
  106. *> RESID is DOUBLE PRECISION
  107. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  108. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \ingroup double_lin
  120. *
  121. * =====================================================================
  122. SUBROUTINE DSYT01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC,
  123. $ RWORK, RESID )
  124. *
  125. * -- LAPACK test routine --
  126. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  127. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  128. *
  129. * .. Scalar Arguments ..
  130. CHARACTER UPLO
  131. INTEGER LDA, LDAFAC, LDC, N
  132. DOUBLE PRECISION RESID
  133. * ..
  134. * .. Array Arguments ..
  135. INTEGER IPIV( * )
  136. DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  137. $ RWORK( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. DOUBLE PRECISION ZERO, ONE
  144. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  145. * ..
  146. * .. Local Scalars ..
  147. INTEGER I, INFO, J
  148. DOUBLE PRECISION ANORM, EPS
  149. * ..
  150. * .. External Functions ..
  151. LOGICAL LSAME
  152. DOUBLE PRECISION DLAMCH, DLANSY
  153. EXTERNAL LSAME, DLAMCH, DLANSY
  154. * ..
  155. * .. External Subroutines ..
  156. EXTERNAL DLASET, DLAVSY
  157. * ..
  158. * .. Intrinsic Functions ..
  159. INTRINSIC DBLE
  160. * ..
  161. * .. Executable Statements ..
  162. *
  163. * Quick exit if N = 0.
  164. *
  165. IF( N.LE.0 ) THEN
  166. RESID = ZERO
  167. RETURN
  168. END IF
  169. *
  170. * Determine EPS and the norm of A.
  171. *
  172. EPS = DLAMCH( 'Epsilon' )
  173. ANORM = DLANSY( '1', UPLO, N, A, LDA, RWORK )
  174. *
  175. * Initialize C to the identity matrix.
  176. *
  177. CALL DLASET( 'Full', N, N, ZERO, ONE, C, LDC )
  178. *
  179. * Call DLAVSY to form the product D * U' (or D * L' ).
  180. *
  181. CALL DLAVSY( UPLO, 'Transpose', 'Non-unit', N, N, AFAC, LDAFAC,
  182. $ IPIV, C, LDC, INFO )
  183. *
  184. * Call DLAVSY again to multiply by U (or L ).
  185. *
  186. CALL DLAVSY( UPLO, 'No transpose', 'Unit', N, N, AFAC, LDAFAC,
  187. $ IPIV, C, LDC, INFO )
  188. *
  189. * Compute the difference C - A .
  190. *
  191. IF( LSAME( UPLO, 'U' ) ) THEN
  192. DO 20 J = 1, N
  193. DO 10 I = 1, J
  194. C( I, J ) = C( I, J ) - A( I, J )
  195. 10 CONTINUE
  196. 20 CONTINUE
  197. ELSE
  198. DO 40 J = 1, N
  199. DO 30 I = J, N
  200. C( I, J ) = C( I, J ) - A( I, J )
  201. 30 CONTINUE
  202. 40 CONTINUE
  203. END IF
  204. *
  205. * Compute norm( C - A ) / ( N * norm(A) * EPS )
  206. *
  207. RESID = DLANSY( '1', UPLO, N, C, LDC, RWORK )
  208. *
  209. IF( ANORM.LE.ZERO ) THEN
  210. IF( RESID.NE.ZERO )
  211. $ RESID = ONE / EPS
  212. ELSE
  213. RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
  214. END IF
  215. *
  216. RETURN
  217. *
  218. * End of DSYT01
  219. *
  220. END